running prettier for cleanup
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fe7733aeb5
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151 changed files with 29158 additions and 27966 deletions
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@ -1,159 +1,159 @@
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import { getLogger } from '@stock-bot/logger';
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export interface Position {
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symbol: string;
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quantity: number;
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averagePrice: number;
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currentPrice: number;
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marketValue: number;
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unrealizedPnL: number;
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unrealizedPnLPercent: number;
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costBasis: number;
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lastUpdated: Date;
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}
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export interface PortfolioSnapshot {
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timestamp: Date;
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totalValue: number;
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cashBalance: number;
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positions: Position[];
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totalReturn: number;
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totalReturnPercent: number;
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dayChange: number;
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dayChangePercent: number;
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}
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export interface Trade {
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id: string;
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symbol: string;
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quantity: number;
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price: number;
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side: 'buy' | 'sell';
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timestamp: Date;
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commission: number;
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}
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export class PortfolioManager {
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private logger = getLogger('PortfolioManager');
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private positions: Map<string, Position> = new Map();
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private trades: Trade[] = [];
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private cashBalance: number = 100000; // Starting cash
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constructor(initialCash: number = 100000) {
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this.cashBalance = initialCash;
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}
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addTrade(trade: Trade): void {
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this.trades.push(trade);
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this.updatePosition(trade);
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logger.info(`Trade added: ${trade.symbol} ${trade.side} ${trade.quantity} @ ${trade.price}`);
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}
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private updatePosition(trade: Trade): void {
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const existing = this.positions.get(trade.symbol);
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if (!existing) {
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// New position
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if (trade.side === 'buy') {
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this.positions.set(trade.symbol, {
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symbol: trade.symbol,
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quantity: trade.quantity,
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averagePrice: trade.price,
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currentPrice: trade.price,
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marketValue: trade.quantity * trade.price,
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unrealizedPnL: 0,
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unrealizedPnLPercent: 0,
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costBasis: trade.quantity * trade.price + trade.commission,
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lastUpdated: trade.timestamp
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});
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this.cashBalance -= (trade.quantity * trade.price + trade.commission);
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}
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return;
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}
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// Update existing position
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if (trade.side === 'buy') {
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const newQuantity = existing.quantity + trade.quantity;
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const newCostBasis = existing.costBasis + (trade.quantity * trade.price) + trade.commission;
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existing.quantity = newQuantity;
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existing.averagePrice = (newCostBasis - this.getTotalCommissions(trade.symbol)) / newQuantity;
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existing.costBasis = newCostBasis;
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existing.lastUpdated = trade.timestamp;
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this.cashBalance -= (trade.quantity * trade.price + trade.commission);
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} else if (trade.side === 'sell') {
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existing.quantity -= trade.quantity;
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existing.lastUpdated = trade.timestamp;
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const proceeds = trade.quantity * trade.price - trade.commission;
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this.cashBalance += proceeds;
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// Remove position if quantity is zero
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if (existing.quantity <= 0) {
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this.positions.delete(trade.symbol);
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}
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}
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}
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updatePrice(symbol: string, price: number): void {
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const position = this.positions.get(symbol);
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if (position) {
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position.currentPrice = price;
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position.marketValue = position.quantity * price;
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position.unrealizedPnL = position.marketValue - (position.quantity * position.averagePrice);
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position.unrealizedPnLPercent = position.unrealizedPnL / (position.quantity * position.averagePrice) * 100;
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position.lastUpdated = new Date();
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}
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}
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getPosition(symbol: string): Position | undefined {
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return this.positions.get(symbol);
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}
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getAllPositions(): Position[] {
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return Array.from(this.positions.values());
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}
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getPortfolioSnapshot(): PortfolioSnapshot {
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const positions = this.getAllPositions();
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const totalMarketValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
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const totalValue = totalMarketValue + this.cashBalance;
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const totalUnrealizedPnL = positions.reduce((sum, pos) => sum + pos.unrealizedPnL, 0);
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return {
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timestamp: new Date(),
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totalValue,
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cashBalance: this.cashBalance,
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positions,
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totalReturn: totalUnrealizedPnL, // Simplified - should include realized gains
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totalReturnPercent: (totalUnrealizedPnL / (totalValue - totalUnrealizedPnL)) * 100,
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dayChange: 0, // TODO: Calculate from previous day
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dayChangePercent: 0
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};
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}
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getTrades(symbol?: string): Trade[] {
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if (symbol) {
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return this.trades.filter(trade => trade.symbol === symbol);
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}
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return this.trades;
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}
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private getTotalCommissions(symbol: string): number {
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return this.trades
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.filter(trade => trade.symbol === symbol)
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.reduce((sum, trade) => sum + trade.commission, 0);
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}
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getCashBalance(): number {
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return this.cashBalance;
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}
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getNetLiquidationValue(): number {
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const positions = this.getAllPositions();
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const positionValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
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return positionValue + this.cashBalance;
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}
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}
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import { getLogger } from '@stock-bot/logger';
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export interface Position {
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symbol: string;
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quantity: number;
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averagePrice: number;
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currentPrice: number;
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marketValue: number;
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unrealizedPnL: number;
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unrealizedPnLPercent: number;
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costBasis: number;
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lastUpdated: Date;
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}
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export interface PortfolioSnapshot {
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timestamp: Date;
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totalValue: number;
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cashBalance: number;
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positions: Position[];
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totalReturn: number;
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totalReturnPercent: number;
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dayChange: number;
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dayChangePercent: number;
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}
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export interface Trade {
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id: string;
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symbol: string;
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quantity: number;
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price: number;
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side: 'buy' | 'sell';
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timestamp: Date;
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commission: number;
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}
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export class PortfolioManager {
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private logger = getLogger('PortfolioManager');
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private positions: Map<string, Position> = new Map();
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private trades: Trade[] = [];
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private cashBalance: number = 100000; // Starting cash
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constructor(initialCash: number = 100000) {
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this.cashBalance = initialCash;
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}
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addTrade(trade: Trade): void {
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this.trades.push(trade);
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this.updatePosition(trade);
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logger.info(`Trade added: ${trade.symbol} ${trade.side} ${trade.quantity} @ ${trade.price}`);
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}
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private updatePosition(trade: Trade): void {
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const existing = this.positions.get(trade.symbol);
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if (!existing) {
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// New position
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if (trade.side === 'buy') {
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this.positions.set(trade.symbol, {
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symbol: trade.symbol,
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quantity: trade.quantity,
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averagePrice: trade.price,
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currentPrice: trade.price,
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marketValue: trade.quantity * trade.price,
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unrealizedPnL: 0,
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unrealizedPnLPercent: 0,
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costBasis: trade.quantity * trade.price + trade.commission,
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lastUpdated: trade.timestamp,
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});
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this.cashBalance -= trade.quantity * trade.price + trade.commission;
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}
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return;
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}
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// Update existing position
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if (trade.side === 'buy') {
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const newQuantity = existing.quantity + trade.quantity;
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const newCostBasis = existing.costBasis + trade.quantity * trade.price + trade.commission;
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existing.quantity = newQuantity;
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existing.averagePrice = (newCostBasis - this.getTotalCommissions(trade.symbol)) / newQuantity;
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existing.costBasis = newCostBasis;
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existing.lastUpdated = trade.timestamp;
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this.cashBalance -= trade.quantity * trade.price + trade.commission;
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} else if (trade.side === 'sell') {
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existing.quantity -= trade.quantity;
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existing.lastUpdated = trade.timestamp;
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const proceeds = trade.quantity * trade.price - trade.commission;
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this.cashBalance += proceeds;
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// Remove position if quantity is zero
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if (existing.quantity <= 0) {
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this.positions.delete(trade.symbol);
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}
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}
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}
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updatePrice(symbol: string, price: number): void {
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const position = this.positions.get(symbol);
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if (position) {
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position.currentPrice = price;
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position.marketValue = position.quantity * price;
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position.unrealizedPnL = position.marketValue - position.quantity * position.averagePrice;
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position.unrealizedPnLPercent =
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(position.unrealizedPnL / (position.quantity * position.averagePrice)) * 100;
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position.lastUpdated = new Date();
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}
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}
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getPosition(symbol: string): Position | undefined {
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return this.positions.get(symbol);
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}
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getAllPositions(): Position[] {
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return Array.from(this.positions.values());
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}
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getPortfolioSnapshot(): PortfolioSnapshot {
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const positions = this.getAllPositions();
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const totalMarketValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
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const totalValue = totalMarketValue + this.cashBalance;
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const totalUnrealizedPnL = positions.reduce((sum, pos) => sum + pos.unrealizedPnL, 0);
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return {
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timestamp: new Date(),
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totalValue,
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cashBalance: this.cashBalance,
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positions,
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totalReturn: totalUnrealizedPnL, // Simplified - should include realized gains
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totalReturnPercent: (totalUnrealizedPnL / (totalValue - totalUnrealizedPnL)) * 100,
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dayChange: 0, // TODO: Calculate from previous day
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dayChangePercent: 0,
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};
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}
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getTrades(symbol?: string): Trade[] {
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if (symbol) {
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return this.trades.filter(trade => trade.symbol === symbol);
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}
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return this.trades;
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}
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private getTotalCommissions(symbol: string): number {
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return this.trades
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.filter(trade => trade.symbol === symbol)
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.reduce((sum, trade) => sum + trade.commission, 0);
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}
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getCashBalance(): number {
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return this.cashBalance;
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}
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getNetLiquidationValue(): number {
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const positions = this.getAllPositions();
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const positionValue = positions.reduce((sum, pos) => sum + pos.marketValue, 0);
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return positionValue + this.cashBalance;
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}
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}
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